no code implementations • 27 Oct 2021 • Vivek Borkar, Shuhang Chen, Adithya Devraj, Ioannis Kontoyiannis, Sean Meyn
In addition to standard Lipschitz bounds on $f$, and conditions on the vanishing step-size sequence $\{\alpha_n\}$, it is assumed that the associated ODE is globally asymptotically stable with stationary point denoted $\theta^*$, where $\bar f(\theta)=E[f(\theta,\Phi)]$ with $\Phi\sim\pi$.
no code implementations • 27 Jul 2021 • Shuhang Chen, Xiang Zhang, Xiang Shen, Yifan Huang, Yiwen Wang
In order to identify the active neurons in brain control and track their tuning property changes, we propose a globally adaptive point process method (GaPP) to estimate the neural modulation state from spike trains, decompose the states into the hyper preferred direction and reconstruct the kinematics in a dual-model framework.
no code implementations • 30 Sep 2020 • Shuhang Chen, Adithya Devraj, Andrey Bernstein, Sean Meyn
(ii) With gain $a_t = g/(1+t)$ the results are not as sharp: the rate of convergence $1/t$ holds only if $I + g A^*$ is Hurwitz.
no code implementations • 7 Feb 2020 • Shuhang Chen, Adithya M. Devraj, Ana Bušić, Sean Meyn
This is motivation for the focus on mean square error bounds for parameter estimates.
no code implementations • NeurIPS 2020 • Shuhang Chen, Adithya M. Devraj, Fan Lu, Ana Bušić, Sean P. Meyn
Based on multiple experiments with a range of neural network sizes, it is found that the new algorithms converge quickly and are robust to choice of function approximation architecture.
no code implementations • 25 Apr 2019 • Shuhang Chen, Adithya M. Devraj, Ana Bušić, Sean P. Meyn
The objective in this paper is to obtain fast converging reinforcement learning algorithms to approximate solutions to the problem of discounted cost optimal stopping in an irreducible, uniformly ergodic Markov chain, evolving on a compact subset of $\mathbb{R}^n$.